VarianceGamma: The Variance Gamma Distribution

This package provides functions for the variance gamma
distributions. Density, distribution and quantile functions.
Functions for random number generation and fitting of the
variance gamma to data. Also, functions for computing moments
of the variance gamma distribution of any order about any
location. In addition, there are functions for checking the
validity of parameters and to interchange different sets of
parameterizatons for the variance gamma distribution.